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The final exam is oral and will take place in room 637 NHA's Hus.

The candidates should meet at 9:10 in front of the room. 

As announced earlier the questions will refer to the program as presented during the course, theory and exercises.

Here you will find the solution to the assignment.

The exam will be oral and it will take place Friday,  December 2nd, 2016.

Further details will be posted in the coming days.

The students representatives for this course are:

Jo Saakvitne: jo.saakvitne"at"gmail.com

Neelabja Chatterjee: nelabja12"at"gmail.com

Please contact them if you have any comments/suggestions about the course.

The assignment is meant as an exercise to go in depth on some topics: budget constraints, admissible portfolios, take practice in optimization problems (single agent). It will be corrected, and it is chance to have constructive feedback.

Deadline for submission: October 26, 2016

The paper is here.

On September 13, 15, 16, Prof. Francesca Biagini, LMU, will hold a series of three lectures introducing to the theory of monetary risk measures and focus on robust representation of convex and law invariant risk measures.

For more information, see here

To allow the participation to the intensive course by Almut Veraart (see here), the first hour of the lecture on Wedensday September 7, is cancelled.

On 5-7 September the first STORE PHD Gathering will take place, with two intensive courses.

The first is on the new class of stochastic processes called Trawl processes and instructed by Almut Veraart from Imperial College London, UK. 

The second is led by Rudiger Kiesel from University of Duisburg-Essen, Germany, and focuses on intra-day trading of electricity.

More info here

First class on Wednesday 24th August! See Schedule for details.